London has been battered by 50mph winds that have felled trees and caused travel chaos. Powerful gusts swept across the capital as the Met Office issued a yellow "be aware" weather alert for most of the country.

That’s the question I always want to ask you guys! I’ve been surprised by its success. But I suppose there is the fact that the UK also has a coalition government and the characters are so recognisable.

And is British drama just as popular in Denmark?

Oh yes, your drama is top of the pops forever in Denmark. My favourite is Prime Suspect. Character-wise that show was very inspiring because it had such a complicated female lead.

You and Sofie Gråbøl [Sarah Lund in The Killing] are friends, what happens when the two of you get together?

We are more like good colleagues. I love her and think she is a fantastic actress, but we don’t go out much together.

Mikael Birkkjær, who plays your husband in Borgen, is a big sex symbol over here, is he just as popular over there, or do you have so many Danish hunks that you can be blasé?

We have a few hunks here, but Mikael is in a class of his own.

Denmark voted in its first female prime minister after Borgen, do you take any credit for that?

No, it was already on the cards. It was a big thing for us at the time, and lots of comparisons were made, but we are not the first country on the planet to have a female prime minister so it is not that extraordinary.

What do you admire about your character Birgitte Nyborg?

Her capacity for action.

And is there anything that annoys you?

No, I like the fact that she is flawed, because we are all flawed as human beings.

They are doing an American version of Borgen…

Yes, like they did The Killing. It is so hard to imagine how they will make it American. I don’t expect any of us will be cast in it.

You’ve just finished filming the third and final series, what next?

I am figuring out what to do. Really, I’d like to do some comedy.

Borgen series 2 is on BBC Four on Saturdays at 9pm; the box set will be out on 4 February. The series 1 box set is available now on DVD and Blu-ray from Arrow Films